+138.7%
IAU vs CRS
+1,358.7%
-1,220.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -3.4% | -4.1% | +0.7% | -3.2% |
| 30D | -1.1% | -16.6% | +15.5% | -0.3% |
| 3M | +5.8% | -14.3% | +20.1% | +6.5% |
| 6M | -16.9% | +11.6% | -28.5% | -17.5% |
| YTD | +0.1% | +42.6% | -42.5% | -1.3% |
| 1Y | +18.4% | +81.8% | -63.4% | +15.7% |
| 3Y | +123.6% | +632.1% | -508.5% | +105.4% |
| 5Y | +138.7% | +1,401.6% | -1,262.9% | +110.4% |
| All | +138.7% | +1,358.7% | -1,220.0% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling